I want to set a break point and wants it to be triggered when a piece memory (begin address and length are known) are changed. I am working on Windows Server 2003 x64 platform. Either solution in Windbg or solution in Visual Studio are fine. My purpose is to monitor when the memory content is change.

You can set a data breakpoint but you'll need to know the address of the memory location you're interesting in before you can set such a breakpoint. Typically, I either set a breakpoint at the beginning of my program or have the debugger suspend on attach so I can find the memory address of the variable I want to monitor, then set the data breakpoint.